Add DepositRateHelper and FraRateHelper constructors with fixed dates #2156
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This is useful for non-standard conventions and to avoid dependency on evaluation date.
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Thanks. May you add a test for the new constructors? You can probably clone one in the PiecewiseYieldCurve test suite. |
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Sure, will do |
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@lballabio Sorry for the delay. Added tests. Please take another look. |
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This is useful for non-standard conventions and to avoid dependency on evaluation date.